Zherdev was one of four players to score in the first period in the Flyers' home opener.
Goalie Stephen Valiquette made 25 stops on 28 shots and the Rangers improved to 4-0 for the first time since starting the 1983-84 season with five consecutive wins.
Philadelphia got goals from Scott Hartnell, Simon Gagne and Mike Richards, but its furious late comeback fell short.
Goaltender Martin Biron played just 16 minutes, allowing four goals on 14 shots before replacement, Antero Niittymaki, stopped the 13 shots he faced.
The Flyers' Daniel Briere had two assists.
Republican vice presidential nominee Sarah Palin made the ceremonial pre-game puck drop.